Image files can be embedded with preview images, which makes them slightly larger. The original image (Css_cursor_pointer.png) probably didn't have one, so the large preview image was generated Finder. When cursor.png was saved as PNG, Photoshop added the small preview image.

Save for Web & Devices would save images without the thumbnails. They can also be removed later with image optimization utilities like ImageOptim. Finder caches the preview images so it might keep showing the old ones even after they have been removed.

One way to add the preview images to files would be to use the Add Thumbnail Icon to Image Files action in Automator.